If you work in Windows, they provide good acceleration in comparison with other compilers on Intel processors. There is a known behavior when they choose a very slow code path with processors other than Intel (AMD, VIA) and antitrust probes surrounding the problem.
If you use blocks to create threads or other functions, you also run the risk of binding your code to the Intel compiler in the long run, as functionality does not exist elsewhere.
GCC 4.5 on Linux is almost compatible with the Intel compiler. There is no clear winner on this platform.
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